Visualisation and Stats analysis of my ML model

All predictions pulled for my model, visualised and analysed.

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Include back-predicted results

How many days back (0 = all)?

Instrument: AU200_AUD

Granularity: M5

Depth: 5



Basic Stats

Number of Samples:4924
Accuracy ( Prediction minus Actual ) mean:-1.25502
Accuracy Standard Deviation:3.67984

Modelling true range:

Modelling spread:

Modelling % of accuracy Standard Deviation:

Total threshold to trade:4.67984
Threshold % of True Range:93.60

Prediction: UpPrediction: NonePrediction: Down
Actual Up188 / 85.8%2074 / 51.6%139 / 20.4%
Actual Down27 / 12.3%1696 / 42.2%525 / 76.9%
Total2194022683

% are of number of predictions per the actual, against the spread. So for if the bar actually exceeded spread in the direction of prediction.


Variations distribution

-43.0776-25.1286-8.974508.974523.333744.8725035070010501400

Prediction difference distribution scatter

-41.4-21.4-1.431.5Actual Change (cents)-41.4-21.4-1.431.5Predicted Change (cents)+ σ- σ+ σ- σ

Price distribution scatter

5803.25953.26206.7601Actual Change (cents)5803.25953.26206.7601Predicted Change (cents)
5803.2